Guangshen Railway Co Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.20% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1431 | 8.93 | |
| 0.1794 | 40.14 | |
| 0.8033 | 247.56 |
Estimation Period:
May 14, 1996 to Feb 16, 2026
May 14, 1996 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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